This code produces Tables 5-8 of the paper and also produces the results for the five combination methods of RSZ (2010) shown in Tables 1 and 3.

Run "run_all.do" in Stata, then open "Results.xlsx". The latter also has a Readme with additional instructions.

The forecasts with PTV restrictions that underlie Table 5 have been produced with the Matlab code of Travis L. Johnson, 
https://www.travislakejohnson.com/Johnson2018_code.zip

In Table7 and Table7month, Range A2:Q35 refers to other workbooks. To update, open these workbooks and make sure that the path is correctly set. However, the file results.xlsx can also be opened without updating.
